Try calling onended() for each item in the song array in setup()
Keep track of the array index with a global variable, in your callback function play the next audio file with song[index].play() and then check if index < song.length - 1 and either increment index or set it to 0 depending on the evaluation.

Inside mousePressed() you can play index 0 of the array, but you will need some further logic to stop and play the files correctly (remember setup() contains that callback) depending on what you are going for .